What a Time-Series Model Implies about Trading Strategies
Lander University Greenwood South Carolina
Joshua Brooks grew up in Tuscaloosa, AL where he met his wife Kaylee. They have two children, Elijah and Matthew. Dr. Brooks joined the faculty of the Lander University College of Business in the fall of 2014 from The University of Alabama, where he obtained a Masters and Ph.D. in Finance. Dr. Brooks’ undergraduate career was in Engineering at Union University. This quantitative background makes his financial skillset quite unique as he is able to apply higher-order, hands-on, and technical expertise to the field of Finance. His educational background also allows him to relate firsthand to students aspiring to participate in real-world internships in their respective fields. While he is constantly reinventing classroom instruction to reflect the needs of his students and research-based methodology, Dr. Brooks also maintains a vibrant research portfolio focused on time-series and investments. He regularly presents his research at the Financial Management Association International US Conference, the Southeast Decision Sciences Institute Annual Conference, and the Southern Finance Association Conference, and has many working papers with his peers. Dr. Brooks maintains on-going consulting expertise in the areas of derivatives valuation, return attribution, and time-series econometrics. These experiences bring a distinctive background to his classroom as he can offer his students a practical perspective on the material and to the practice of Financial Services as a whole. Joshua is an active member of the local and university community, where he serves in many capacities including boards and the Lander University Honors College.
The purpose of this paper is to put forward basic trading strategies that are the product of econometric modelling. We develop two basic divisions of these trading strategies: first order and higher order. First-order trading... [ view full abstract ]
Joshua Brooks (Lander University Greenwood South Carolina), Lili Chen (Lander University)
SS6 » Financial /Heuristics Decision Making (13:30 - Thursday, 23rd February, Cooper)
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